科研之友
微信
新浪微博
Facebook
分享链接
摘要
The exact value of the Lyapunov exponents for the random matrix product P (N) =A (N) A (N-1)...A (1) with each A(i) = Sigma(1/2)G(i)(c), where Sigma is a fixed dxd positive definite matrix and G(i)(c) a dxd complex Gaussian matrix with entries standard complex normals, are calculated. Also obtained is an exact expression for the sum of the Lyapunov exponents in both the complex and real cases, and the Lyapunov exponents for diffusing complex matrices.
- 出版日期2013-6
